Border around main flash site

this is a relative simple question i assume:

i want a border around my Main flash movie.

(with main i mean the swf that loads up when people type in my domain, and in which other smaller swf’s load up)

something like that they did at this site:
http://www.255hudson.com/main.asp?page=welcome
(the gray border around the main movie)

or:

www.bermudacay.com

i think i can accomplish this effect using 2 images and mask them as a background? Right? but is there a way to make it more file size friendly?

Boy